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Liang Hong, Ph.D.
Assistant Professor of Actuarial Science/Mathematics (Mathematics)
412-397-4024 phone (M)
John Jay 149

Educational Background

  • Bachelor of Arts, Economics and Investment Management, Shanghai University of Finance and Economics, 2000
  • Master of Science, Mathematics (Applied Statistics), Purdue University, 2005
  • Ph.D., Mathematics, Purdue University, 2009

Professional Background

  • State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), June, 2012.
  • State Farm Actuarial Science Grant, $25,000, funded, Principal Investigator (with G. Knott), July, 2011.
  • Society of Actuaries Institutional Grant, $5,000, funded, Principal Investigator, 2010.
  • Robert Morris University Summer Research Grant, 2014.
  • Bradley University Caterpillar Fellowship, $5,000, funded, Principal Investigator, twice, 2009 and 2011
  • Dr. Hong is strong supporter for both theoretical and applied research. He is a Fellow of the Society of Actuaries (SOA), a member of American Statistical Association (ASA), a permanent member of Institute of Mathematical Statistics (IMS) and a permanent member of International Chinese Statistical Association (ICAS).
  • Dr. Hong has delivered invited talks about his research at several major universities in North America including Georgia State University, University of Illinois at Chicago, Michigan State University, University of Pittsburgh, Temple University, University of Waterloo, and University of Wisconsin-Madison.
  • Dr. Hong has been involved in the Society of Actuaries' research and education activities since he became an Fellow of SOA in 2011. Besides being active in actuarial research, he is serving on several SOA educational committees.

Area of Expertise/Research

  • Actuarial Science, Insurance and Risk Management
  • Asymptotic Statistics, Bayesian Statistics
  • Functional Analysis, Operator Theory
  • Game Theory and Mathematical Economics
  • Partially Ordered Topological Algebraic Systems
  • Stochastic Analysis and Mathematical Finance


  • Recent Journal Articles

    Two new elementary derivations of geometric expectation, The American Statistician, (2014), to appear.

    Comment: The mean value theorem and Talyor's expansion in statistics, The American Statistician, (2014), to appear.

    Testing for asymmetric information in reinsurance markets (with Zhiqiang Yan), Geneva Papers on Risk and Insurance, (2014), to appear.

    Some remarks on capital allocation by percentile layer, European Actuarial Journal, (2013), 3 (2), 439-452.

    Contingent means in multi-life models, Scandinavian Actuarial Journal, (with Jyotirmoy Sarkar), (2013), 5, 340-351.

    Submitted Papers

    Remarks on quantiles and a unified approach for stochastic ordering of risks.

    Locally solid topological lattice-ordered groups,

    Ando-Douglas type characterization of generalized conditional expectations, optional projections and predictable projections,

    On order-bounded subsets of locally solid Riesz spaces,

    On the interpolation property and dominated decomposition property of quasimartingales,

    On Riesz decomposition property and interpolation property of stopping times,

    On the choice between two delta-hedging strategies for variable annuities.

    Selecting the right type of asset models using tests for jumps (with Jian Zou).

Schedule of Courses
Schedule Book for All Active and Available Future Terms, Liang

Fall 2014
  • STAT2110-L
  • 06:00-08:50 PM TMHong1 (08/25-12/13/14)22 Seats
  • STAT3140-B
  • 10:45-12:00 PM T RMHong1 (08/25-12/13/14)3 Seats
  • STAT3140-A
  • 09:15-10:30 AM T RMHong1 (08/25-12/13/14)0 Seats


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